The Portfolio Valuation report displays the position records for a given entity and date. You can select position level or lot level information.
Advanced report views available for this report include:
Summary.
Detail 1.
Detail 2.
Detail 3.
Futures. Displays the notional values for futures.
Custody Cash Details. Reports the currency balance and under it the cash account balance details that make up the balance. Used with cash segregation.
Detail 1 with ECL. Displays additional Expected Credit Loss related fields.
Summary LSL. Displays sub-ledger balances for ledger reconciliation.
Detail LSL. Displays underlying sub-ledger details broken out at the position or lot level.
To create the Portfolio Valuation report:
In Accounting Center, in the left navigation pane, click Reports > Investment Accounting Reports > Positions >Portfolio Valuation Report. You see the Portfolio Valuation Report panel.
Complete the options on the Portfolio Valuation Report panel.
Under Result Options, click Grid or Advanced Report for the report view you want.
Click Submit. The report appears on your desktop for the view selected.
Portfolio Valuation Report Panel Options
A definition of the options on the Portfolio Valuation Report panel follows.
Option
Description
Search Criteria
Entity ID
Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by the entity ID of the entity.
Entity Name
Specifies a portfolio, sector portfolio, composite portfolio, or Master Fund by name of the entity.
Accounting Basis
Specifies the entity accounting basis. For example, USTAX, GAAP, or IFRS.
Detail Selection
Specifies the level of the holdings. Options include:
Position Level (Default)
Lot level
Report Type
Specifies the type of date for controlling your report results. Options include:
Accounting Date (Default)
Month End Date
Report Date
Specifies the ending date for your report results. The default is today's date.
Display Zero Holdings
Allows you to filter zero holdings. The default is No.
Report View
Allows you to select the report view for your report results. Options include:
Traded Cash View.
Settled Cash View.
Exclude Cash View (Default).
Performance Traded Cash. Provides custody cash details for each position cash balance reported. Used with cash segregation.
Report Base Currency
Specifies the base currency for your report results.
Selection Criteria
Report Filters
Allows you to show/hide additional report and security filters. The default is No.
Advanced Report Options
Allows you to show/hide advanced report, group, sort, and format options. The default is No.
Report Filters / Security Filter
Filter Security By
Allows you to show/hide additional report filters. Options include:
Security Cross Reference (Default)
If you select this option the panel unhides the Xref Type and Xref Security ID fields for data entry.
Issue Name
If you select this option, the panel unhides the Issue Name field for data entry.
Primary Asset ID
If you select this option, the panel unhides the Primary Asset ID field for data entry.
Other Filters
You can filter results using other filters. Options include:
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